Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 12.911601 14.758114 16.760600 19.091691 21.728897 24.618038 28.021295
2024-10-20 10.002591 12.432234 15.278585 18.852035 23.211077 28.348031 34.853469
2024-10-27 8.104147 10.634119 13.749290 17.854307 23.107863 29.591464 38.184988
2024-11-03 7.249321 9.971009 13.469764 18.276737 24.687012 32.916072 44.253757
2024-11-10 6.596151 9.450456 13.258885 18.682799 26.175521 36.123338 50.288431
2024-11-17 5.861702 8.721697 12.671305 18.485616 26.781947 38.140897 54.808907
2024-11-24 5.202228 8.017301 12.030954 18.123251 27.079552 39.693703 58.720410
2024-12-01 4.750432 7.562869 11.692639 18.140335 27.882203 41.962167 63.740268
2024-12-08 4.433891 7.275966 11.565154 18.439084 29.091295 44.858578 69.817049
2024-12-15 4.115983 6.952910 11.347840 18.568870 30.031517 47.386344 75.465292
2024-12-22 3.770271 6.550759 10.968929 18.405159 30.486669 49.180807 80.068793
2024-12-29 3.532862 6.303111 10.811206 18.572141 31.457982 51.805613 86.089900
2025-01-05 3.385913 6.201527 10.892683 19.150710 33.157986 55.721682 94.475814
2025-01-12 3.112785 5.856787 10.540263 18.974595 33.595885 57.630939 99.723536
2025-01-19 2.727694 5.275820 9.733699 17.950579 32.514474 56.953565 100.607367
2025-01-26 2.612662 5.176779 9.760400 18.381944 33.960693 60.574231 108.932068
2025-02-02 2.502844 5.076831 9.775322 18.787948 35.379656 64.216327 117.483395
2025-02-09 2.317644 4.815582 9.473933 18.590453 35.695408 65.950187 122.779669
2025-02-16 2.127648 4.527672 9.099478 18.225894 35.673876 67.073721 127.033387
2025-02-23 2.001776 4.356962 8.934050 18.243149 36.356844 69.487335 133.734257
2025-03-02 1.918788 4.266685 8.916983 18.543480 37.589137 72.960494 142.555202
2025-03-09 1.822703 4.140444 8.818518 18.673973 38.497224 75.873966 150.477022
2025-03-16 1.702984 3.953093 8.582316 18.509378 38.812022 77.680411 156.388254